Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263363.1803 | 19391.8429 | 243971.3374 | 291399.2601 | -56640.3469 | 348039.607 |
Total P&L (%) | 263.3632 | 19.3918 | 243.9713 | 291.3993 | -56.6403 | 348.0396 |
Avg Daily Profit (%) | 0.1734 | 0.0128 | 0.1606 | 0.0899 | -0.055 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78212 | -74259 | -42413 | -250381 | -179123 | -131313 |
Profit Factor | 1.7708 | 1.0985 | 2.6848 | 1.3642 | 0.8744 | 1.9964 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 7 | 16 | 23 | 7 | 16 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 39.6552 | 24.1379 | 55.1724 | 39.6552 | 24.1379 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.6947 | 3.4524 | 2.1814 | 2.0759 | 2.7481 | 1.6221 |
Largest Winning Trade | 74429 | 74429 | 71426 | 127271 | 127271 | 126768 |
Largest Losing Trade | -34650 | -31053 | -34650 | -69599 | -58045 | -69599 |
Avg Bars in Trades | 76 | 54 | 98 | 76 | 54 | 98 |
Avg Bars in Winners | 135 | 119 | 142 | 135 | 119 | 142 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 4415 | 1569 | 2846 | 4415 | 1569 | 2846 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173048 | -327809 | 468787 | -255162 | -611669 | -56664 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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